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Information about:
Trino Manuel Ñíguez Grau

Personal Details | Affiliation | Works

This is information that was supplied by Trino Ñíguez Grau in registering through RePEc. If you are Trino Manuel Ñíguez Grau , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Trino
Middle Name: Manuel
Last Name: Ñíguez Grau
Suffix:

RePEc Short-ID: pgu249

Email:
Homepage: http://www.wmin.ac.uk/wbs/page-700
Postal Address: Department of Economic and Quantitative Methods Westminster Business School University of Westminster 35 Marylebone Road London NW1 5LS United Kingdom
Phone: 02079115000

Affiliation

(in no particular order)

Department of Economics and Quantitative Methods
University of Westminster
Location: London, United Kingdom
Homepage: http://www.wmin.ac.uk/marylebone/wbs/staff_eqm.htm
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:sewmiuk (registered authors at this institution)

Works

Working papers

Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series /2004/479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
Antonio Rubia & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
Published as:
- Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458. [Downloadable!]
Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

Articles

Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer, vol. 10(3), pages 169-196, September. [Downloadable!] (restricted)
Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458. [Downloadable!]
Other versions:
- Antonio Rubia & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2005-01-02 Author is listed
NEP-ETS: Econometric Time Series (1) 2005-01-02 Author is listed
NEP-FIN: Finance (1) 2005-01-02 Author is listed
NEP-RMG: Risk Management (1) 2005-01-02 Author is listed

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This page was last updated on 2009-11-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.